There are multiple possible causes. The message sounded Windows-ish, but I will give generic instructions.

Easy things first:
- reboot the computer

- If there had been another copy of Mathematica, especially a Trial version, on this computer before, then find the file named "mathpass" and delete or rename it. Standard locations are given at the bottom of
http://reference.wolfram.com/mathematica/tutorial/ConfigurationFiles.html

- Hold down the SHIFT key and start Mathematica again. This will reset some initialization files, in case one had been damaged.
If that does not help, the next step is OS-dependent;
see http://support.wolfram.com/kb/3274

- If none of that helps, launch the Mathematica Kernel by itself and see what messages it produces. Launch a standalone kernel by

*In Mac OS X hold down the Control key and Click on the Mathematica application (.app) and then selecting "Show Package Contents". In the folder that opens, open the Contents folder, then the MacOS folder. Double-click the MathKernel icon and a stand-alone kernel will launch.

*In Linux/Unix launch a terminal window and type
math

The Kernel window is plain text.
If the Kernel runs and lets you do calculations (eg, 2+3 ENTER), then there is a mathpass file that should be deleted or renamed. Type in
$PasswordFile <ENTER>
and from My Computer/Finder/whatever delete or rename it.
Then Quit out of the Kernel.